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BBSB vs. SHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBSB vs. SHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF (BBSB) and iShares 1-3 Year Treasury Bond ETF (SHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBSB achieves a 0.39% return, which is significantly higher than SHY's 0.36% return.


BBSB

1D
-0.06%
1M
0.09%
YTD
0.39%
6M
0.51%
1Y
3.03%
3Y*
4.17%
5Y*
10Y*

SHY

1D
-0.10%
1M
0.04%
YTD
0.36%
6M
0.48%
1Y
2.93%
3Y*
4.07%
5Y*
1.74%
10Y*
1.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBSB vs. SHY - Yearly Performance Comparison


2026 (YTD)202520242023
BBSB
JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF
0.39%5.12%4.00%2.56%
SHY
iShares 1-3 Year Treasury Bond ETF
0.36%4.95%3.92%2.75%

Correlation

The correlation between BBSB and SHY is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.90

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Apr 20, 2023

0.94

The correlation between BBSB and SHY has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

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Return for Risk

BBSB vs. SHY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BBSB
BBSB Risk / Return Rank: 8080
Overall Rank
BBSB Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
BBSB Sortino Ratio Rank: 9090
Sortino Ratio Rank
BBSB Omega Ratio Rank: 8484
Omega Ratio Rank
BBSB Calmar Ratio Rank: 7373
Calmar Ratio Rank
BBSB Martin Ratio Rank: 7777
Martin Ratio Rank

SHY
SHY Risk / Return Rank: 7373
Overall Rank
SHY Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SHY Sortino Ratio Rank: 8080
Sortino Ratio Rank
SHY Omega Ratio Rank: 7676
Omega Ratio Rank
SHY Calmar Ratio Rank: 6868
Calmar Ratio Rank
SHY Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BBSB vs. SHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF (BBSB) and iShares 1-3 Year Treasury Bond ETF (SHY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BBSBSHYDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.58

Omega ratioGain probability vs. loss probability

1.49

1.43

+0.06

Calmar ratioReturn relative to maximum drawdown

3.56

3.31

+0.25

Martin ratioReturn relative to average drawdown

14.24

12.93

+1.31

BBSB vs. SHY - Sharpe Ratio Comparison

The current BBSB Sharpe Ratio is 2.39, which is comparable to the SHY Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of BBSB and SHY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BBSB vs. SHY - Drawdown Comparison

The maximum BBSB drawdown since its inception was -1.57%, smaller than the maximum SHY drawdown of -5.71%. Use the drawdown chart below to compare losses from any high point for BBSB and SHY.


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Drawdown Indicators


BBSBSHYDifference

Max Drawdown

Largest peak-to-trough decline

-1.57%

-5.71%

+4.14%

Max Drawdown (1Y)

Largest decline over 1 year

-0.86%

-0.89%

+0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-0.96%

-0.97%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-5.71%

Max Drawdown (10Y)

Largest decline over 10 years

-5.71%

Current Drawdown

Current decline from peak

-0.33%

-0.38%

+0.05%

Average Drawdown

Average peak-to-trough decline

-0.31%

-0.52%

+0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.21%

0.23%

-0.02%

Volatility

BBSB vs. SHY - Volatility Comparison

The current volatility for JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF (BBSB) is 0.41%, while iShares 1-3 Year Treasury Bond ETF (SHY) has a volatility of 0.49%. This indicates that BBSB experiences smaller price fluctuations and is considered to be less risky than SHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBSBSHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.41%

0.49%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

0.90%

1.01%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

1.28%

1.37%

-0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.66%

1.99%

-0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.66%

1.57%

+0.09%

BBSB vs. SHY - Expense Ratio Comparison

BBSB has a 0.04% expense ratio, which is lower than SHY's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BBSB vs. SHY - Dividend Comparison

BBSB's dividend yield for the trailing twelve months is around 3.81%, more than SHY's 3.69% yield.


PositionTTM20252024202320222021202020192018201720162015
BBSB
JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF
3.81%3.69%4.84%3.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SHY
iShares 1-3 Year Treasury Bond ETF
3.69%3.81%3.92%2.99%1.30%0.26%0.94%2.12%1.72%0.98%0.71%0.54%

Frequently Asked Questions


With a correlation of 0.90, BBSB and SHY move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SHY has higher volatility (0.49%) compared to BBSB (0.41%). In terms of maximum drawdown, BBSB dropped -1.57% vs SHY's -5.71%.

On 3-year performance, BBSB leads with 4.17% vs 4.07% for SHY. On fees, BBSB is cheaper at 0.04% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BBSB has performed better with a 4.17% return vs 4.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBSB is cheaper with a 0.04% expense ratio, compared with 0.15% for SHY.

BBSB has the higher dividend yield at 3.81%, compared with 3.69% for SHY.

BBSB tracks ICE U.S. Treasury 1-3 Year Bond Index, while SHY tracks ICE US Treasury 1-3 Year Index. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.04% for BBSB and 0.15% for SHY.

BBSB currently has the higher Sharpe Ratio (2.39 vs 2.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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